Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Dam deformation monitoring data analysis using space-time Kalman filter

Noise filtering, data predicting, and unmonitored data interpolating are important to dam deformation data analysis. However, traditional methods generally process single point monitoring data separately, without considering the spatial correlation between points. In this paper, the Space-Time Kalman Filter (STKF), a dynamic spatio-temporal filtering model, is used as a spatio-temporal data analysis method for dam deformation. There were three main steps in the method applied in this paper. The first step was to determine the Kriging spatial fields based on the characteristics of dam deformation. Next, the observation noise covariance, system noise covariance, the initial mean vector state, and its covariance were estimated using the Expectation Maximization algorithm (EM algorithm) in the second step. In the third step, we filtered the observation noise, interpolated the whole dam unmonitored data in space and time domains, and predicted the deformation for the whole dam using the Kalman filter recursion algorithm. The simulation data and Wuqiangxi dam deformation monitoring data were used to verify the STKF method. The results show that the STKF not only can filter the deformation data noise in both the temporal and spatial domain effectively, but also can interpolate and predict the deformation for the whole da

A disposition of interpolation techniques

A large collection of interpolation techniques is available for application in environmental research. To help environmental scientists in choosing an appropriate technique a disposition is made, based on 1) applicability in space, time and space-time, 2) quantification of accuracy of interpolated values, 3) incorporation of ancillary information, and 4) incorporation of process knowledge. The described methods include inverse distance weighting, nearest neighbour methods, geostatistical interpolation methods, Kalman filter methods, Bayesian Maximum Entropy methods, etc. The applicability of methods in aggregation (upscaling) and disaggregation (downscaling) is discussed. Software for interpolation is described. The application of interpolation techniques is illustrated in two case studies: temporal interpolation of indicators for ecological water quality, and spatio-temporal interpolation and aggregation of pesticide concentrations in Dutch surface waters. A valuable next step will be to construct a decision tree or decision support system, that guides the environmental scientist to easy-to-use software implementations that are appropriate to solve their interpolation problem. Validation studies are needed to assess the quality of interpolated values, and the quality of information on uncertainty provided by the interpolation method

A Kriging-based Interacting Particle Kalman Filter for the simultaneous estimation of temperature and emissivity in Infra-Red imaging

International audienceTemperature estimation through infrared thermography is facing the lack of knowledge of the observed material's emissivity. The derivation of the physical equations lead to an ill-posed problem. A new Kriged Interacting Particle Kalman Filter is proposed. A state space model relates the measurements to the temperature and the Kalman filter equations yield a filter tracking the temperature over time. Moreover, a particle filter associated to Kriging prediction is interacting with a bank of Kalman filters to estimate the time-varying parameters of the system. The efficiency of the algorithm is tested on a simulated sequence of infrared thermal images

On the genericity properties in networked estimation: Topology design and sensor placement

In this paper, we consider networked estimation of linear, discrete-time dynamical systems monitored by a network of agents. In order to minimize the power requirement at the (possibly, battery-operated) agents, we require that the agents can exchange information with their neighbors only \emph{once per dynamical system time-step}; in contrast to consensus-based estimation where the agents exchange information until they reach a consensus. It can be verified that with this restriction on information exchange, measurement fusion alone results in an unbounded estimation error at every such agent that does not have an observable set of measurements in its neighborhood. To over come this challenge, state-estimate fusion has been proposed to recover the system observability. However, we show that adding state-estimate fusion may not recover observability when the system matrix is structured-rank ($S$-rank) deficient. In this context, we characterize the state-estimate fusion and measurement fusion under both full $S$-rank and $S$-rank deficient system matrices.Comment: submitted for IEEE journal publicatio